xgboost::common::ProbabilityDistribution Class Reference

Interface for a probability distribution. More...

#include <probability_distribution.h>

Inheritance diagram for xgboost::common::ProbabilityDistribution:

Collaboration diagram for xgboost::common::ProbabilityDistribution:

Public Member Functions
virtual double	PDF (double z)=0
	Evaluate Probability Density Function (PDF) at a particular point. More...
virtual double	CDF (double z)=0
	Evaluate Cumulative Distribution Function (CDF) at a particular point. More...
virtual double	GradPDF (double z)=0
	Evaluate first derivative of PDF at a particular point. More...
virtual double	HessPDF (double z)=0
	Evaluate second derivative of PDF at a particular point. More...
virtual	~ProbabilityDistribution ()=default

Static Public Member Functions
static ProbabilityDistribution *	Create (ProbabilityDistributionType dist)
	Factory function to instantiate a new probability distribution object. More...

Detailed Description

Interface for a probability distribution.

Constructor & Destructor Documentation

~ProbabilityDistribution()

virtual xgboost::common::ProbabilityDistribution::~ProbabilityDistribution ( )

virtualdefault

Member Function Documentation

CDF()

virtual double xgboost::common::ProbabilityDistribution::CDF ( double  z )

pure virtual

Evaluate Cumulative Distribution Function (CDF) at a particular point.

Parameters

z	point at which to evaluate CDF

Returns

Value of CDF evaluated

Implemented in xgboost::common::ExtremeDist, xgboost::common::LogisticDist, and xgboost::common::NormalDist.

Create()

static ProbabilityDistribution* xgboost::common::ProbabilityDistribution::Create ( ProbabilityDistributionType  dist )

static

Factory function to instantiate a new probability distribution object.

Parameters

dist	kind of probability distribution

Returns

Reference to the newly created probability distribution object

GradPDF()

virtual double xgboost::common::ProbabilityDistribution::GradPDF ( double  z )

pure virtual

Evaluate first derivative of PDF at a particular point.

Parameters

z	point at which to evaluate first derivative of PDF

Returns

Value of first derivative of PDF evaluated

Implemented in xgboost::common::ExtremeDist, xgboost::common::LogisticDist, and xgboost::common::NormalDist.

HessPDF()

virtual double xgboost::common::ProbabilityDistribution::HessPDF ( double  z )

pure virtual

Evaluate second derivative of PDF at a particular point.

Parameters

z	point at which to evaluate second derivative of PDF

Returns

Value of second derivative of PDF evaluated

Implemented in xgboost::common::ExtremeDist, xgboost::common::LogisticDist, and xgboost::common::NormalDist.

PDF()

virtual double xgboost::common::ProbabilityDistribution::PDF ( double  z )

pure virtual

Evaluate Probability Density Function (PDF) at a particular point.

Parameters

z	point at which to evaluate PDF

Returns

Value of PDF evaluated

Implemented in xgboost::common::ExtremeDist, xgboost::common::LogisticDist, and xgboost::common::NormalDist.

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The documentation for this class was generated from the following file:

• /workspace/src/common/probability_distribution.h